TURIN -- Wayne Gretzky looked like he had lost his mother and grandmother.

He looked like he had ended up in the middle of a gambling scandal allegedly involving his Phoenix Coyotes assistant coach and his wife.

And he looked like his Team Canada, which had been shut out in three of its past four games and been eliminated from the Olympics.

"Honestly, it has been a horrible three months for me," he said when it was over and Canada was getting ready to head home, while Russia, Sweden, Finland and the Czech Republic were gearing up for the medals.

"A really rough three months."

He used the word "devastating" over and over to describe the 2-0 loss to Russia yesterday.

Gretzky, the team's executive director, took the blame and suggested he might get out of the Team Canada game because of what has happened here and everything else that has been going on in his life.

"With the situation I'm in and the position I have I feel tremendous responsibility that we didn't win. I'm going to reassess where I fit in, what's best for me and what's best for Hockey Canada.

"I just want them to win gold in 2010. If I can be part of it, great. If not I hope we win gold."

He said he knows how his players feel heading home after this mind-boggling failure to follow the 2002 Salt Lake City gold medal - the first in hockey in 50 years for Canada at the Olympics.

"There are 26 of them feeling tremendously horrible. The eight guys who were part of '02, I wouldn't say are more devastated, but they know how great it is to win."

Going home is going to be hard to do for everybody on Team Canada. But nobody more than Gretzky.

This time he didn't pick a perfect pack of players. This time he left young talents Sidney Crosby, Eric Staal and Jason Spezza off the roster and the Russians beat him with their superstar kids Alexander Ovechkin and Evgeni Malkin.

This time his team didn't score a goal in three of its past four games. This is a team that didn't score a goal in 11 of its past 12 periods and the three largely lucky goals it scored in the first period against the Czechs were soft enough to chase goalie Tomas Vokoun.

In picking this team, Gretzky went against a high percentage of public opinion and chose Todd Bertuzzi despite his despicable attack on Steve Moore, that earned him a suspension and a $15-million lawsuit filed as Canada arrived here and opened the tournament with a win over Italy.

Bertuzzi took a bonehead penalty yesterday that allowed Ovechkin to score the winner early in the third.

Captain Joe Sakic said he knows how Gretzky feels. It's the way they all felt when they were teammates and went home from the Nagano '98 Olympics without a medal.

"To lose out in the quarter-finals, for me personally, could be the worst," he said.

"None of us can be happy with the way we played. We didn't deserve it. We didn't generate enough scoring chances and pay the price. Next time around we have to learn from this."

While he played hurt, Chris Pronger knows he's going to go home to questions about what happened to him defensively on the winning goal and the mess he made in giving the puck away and taking a penalty in the final minute to end all hope.

"I know it's going to be a long flight and there are going to be a lot of disappointed people. It's heartbreaking."

In the meantime, Gretzky and his gang all head home knowing they'll take a public flogging. That's pretty much expected. And deserved.